+50.1%
EXC vs LTH
+160.9%
-110.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | -3.7% | -4.6% | +0.9% | -3.5% |
| 3M | -1.3% | +32.8% | -34.1% | -3.0% |
| 6M | -9.7% | +64.6% | -74.3% | -12.7% |
| YTD | +2.9% | +62.6% | -59.7% | -0.6% |
| 1Y | +4.4% | +49.9% | -45.6% | +1.4% |
| 3Y | +22.2% | +151.3% | -129.1% | +12.3% |
| All | +50.1% | +160.9% | -110.8% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling